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determinant of covariance matrix
Basically I have number_of_samples < dimension_of_data Most probably this is the reason for getting a non PSD covariance matrix...
determinant of covariance matrix
Basically I have number_of_samples < dimension_of_data Most probably this is the reason for getting a non PSD covariance matrix...
14 years ago | 0
Question
determinant of covariance matrix
We know that covariance matrix is a positive semi definite matrix and should have positive determinant. However, when dimensions...
14 years ago | 5 answers | 0
